A conventional bicycle derailleur, as disclosed in, for example, the Japanese Patent Publication Gazette No. Sho 58-57,346, is provided with a base member and a movable member supported with respect thereto to be movable axially of the multistage sprocket assembly. The movable member is provided with a shaft bore and supports swingably through a support shaft inserted into the shaft bore a chain guide having a guide sprocket and a tension sprocket. The chain guide is mounted on the movable member such that it cannot escape therefrom, through a snap ring retained to one end of the support shaft projecting from the shaft bore. The support shaft is covered with a cap at its utmost end which projects from the shaft bore.
Such conventional derailleur needs the cap, resulting in that the number of parts increases and the assembly efficiency decreases because of the need to fit the cap onto the support shaft from the exterior. The use of the cap restricts the design of the movable member to lower the degree of freedom thereof and also the cap may come loose and fall off to be lost when the derailleur is marketed.